Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
Hutzenthaler, Martin, Jentzen, Arnulf, Kruse, Thomas, Nguyen, Tuan Anh, von Wurstemberger, Philippe
2020PUB – Publications at Bielefeld University (Bielefeld University)56 citations
Abstract
Hutzenthaler M, Jentzen A, Kruse T, Nguyen TA, von Wurstemberger P. Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations. <em>Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences</em>. 2020;476(2244).
Topics & Concepts
Curse of dimensionalityLipschitz continuityMathematicsPartial differential equationReciprocalDimension (graph theory)Applied mathematicsParabolic partial differential equationMathematical analysisPure mathematicsLinguisticsStatisticsPhilosophyFluid Dynamics and Turbulent FlowsProbabilistic and Robust Engineering DesignNumerical methods in inverse problems